+85.8%
MSFU vs WST
+43.9%
+41.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.8% | -4.8% |
| 7D | -12.7% | +1.1% | -13.7% | -12.8% |
| 30D | -9.0% | +12.4% | -21.4% | -11.1% |
| 3M | +2.9% | +17.6% | -14.6% | -0.5% |
| 6M | +43.5% | +28.3% | +15.3% | +36.2% |
| YTD | -2.4% | +50.5% | -52.9% | -11.1% |
| 1Y | -13.5% | +49.4% | -62.9% | -21.2% |
| 3Y | +19.2% | +21.9% | -2.7% | +6.3% |
| All | +85.8% | +43.9% | +41.9% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling